Anic Equity¶

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Total return since start: 0.694 %¶

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Equity now: -----------------------------> 51729.95 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48530.89 Kr¶

PnL: ---------------------------------------> -556.68 Kr¶

DD now: ---------------------------------> -0.413 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 16:23:12.333618'

Anic Portfolio¶

Today¶

Return: 0.176 %¶

This Week¶

Return: 8.843 %¶

Total¶

Return: 69.351 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 4.110000 810.400000 137.400000 20.420000 673.000000
Nordea Bank Abp 29 1.250000 3575.700000 121.700000 3.520000 3453.999992
Fasadgruppen Group 38 1.640000 4233.200000 92.200000 2.230000 4140.999992
HEBA B 70 1.570000 2716.000000 80.000000 3.030000 2636.000010
SAAB B 8 1.080000 3453.600000 76.600000 2.270000 3377.000000
Swedbank A 3 3.240000 620.700000 56.700000 10.050000 564.000000
Resurs Holding 22 1.300000 619.300000 45.300000 7.890000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.130000 391.800000 36.800000 10.370000 355.000000
AcadeMedia 12 -0.370000 589.200000 32.200000 5.780000 557.000004
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.300000 551.800000 24.800000 4.710000 527.000000
OEM International B 7 1.290000 549.500000 21.500000 4.070000 527.999997
Sampo Oyj SDB 7 1.100000 3864.000000 14.000000 0.360000 3850.000000
Eastnine 4 0.480000 503.200000 12.200000 2.480000 491.000000
Securitas B 6 1.700000 581.760000 11.760000 2.060000 570.000000
Coor Service Management Hold. 8 1.420000 541.600000 9.600000 1.800000 532.000000
Boozt 12 1.910000 1662.000000 8.000000 0.480000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -1.100000 565.950000 3.950000 0.700000 562.000005
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.600000 547.500000 1.500000 0.270000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.100000 246.960000 0.960000 0.390000 246.000000
Corem Property Group B 59 2.510000 577.910000 0.910000 0.160000 576.999999
Midsona B 63 0.440000 577.710000 -5.290000 -0.910000 582.999984
CTEK 13 1.460000 507.130000 -26.870000 -5.030000 533.999999
International Petroleum Corp. 5 -0.800000 558.000000 -36.570000 -6.150000 594.565215
Essity B 2 -2.160000 533.600000 -40.400000 -7.040000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.650000 1074.000000 -75.000000 -6.530000 1149.000000
Beijer Electronics Group 27 -1.620000 2953.800000 -130.200000 -4.220000 3083.999994
OX2 22 4.290000 1845.800000 -143.200000 -7.200000 1989.000002
Axfood 15 -4.390000 3856.500000 -443.500000 -10.310000 4300.000005
Ovzon 64 -1.880000 3334.400000 -661.600000 -16.560000 3996.000000
TOTAL 48530.890000 -556.680000 -0.41281% 49087.564636

Updated:¶

'2023-02-01 16:23:25.654495'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶